📄 changelog
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2006-03-26 Brian Gough <bjg@network-theory.co.uk> * multinomial.c (gsl_ran_multinomial_lnpdf): use gsl_sf_lnfact instead of gsl_sf_lngamma for an integer argument2006-03-17 Brian Gough <bjg@network-theory.co.uk> * binomial_tpe.c (gsl_ran_binomial): cast return values to unsigned2006-02-27 Brian Gough <bjg@network-theory.co.uk> * beta.c (gsl_ran_beta_pdf): work with logs avoid underflow/overflow2006-02-19 Brian Gough <bjg@network-theory.co.uk> * gauss.c (gsl_ran_gaussian): reject case where x=-1 || y=-1 for true symmetry (gsl_ran_gaussian_ratio_method): add Leva bounds * exppow.c (gsl_ran_exppow): added faster rejection methods2006-02-01 Brian Gough <bjg@network-theory.co.uk> * gausszig.c: added ziggurat gaussian (Jochen Voss)2006-01-20 Brian Gough <bjg@network-theory.co.uk> * binomial.c (gsl_ran_binomial_pdf): handle the cases p=0 and p=1 (gsl_ran_binomial_pdf): use log1p to calculate more accurately near k=0,p=02005-08-31 Brian Gough <bjg@network-theory.co.uk> * test.c (main): free allocated memory before exit2005-08-22 Brian Gough <bjg@network-theory.co.uk> * binomial_tpe.c (gsl_ran_binomial): switch to the TPE algorithm as the default * binomial.c (gsl_ran_binomial_knuth): rename the original binomial function to ..._knuth2004-05-30 Brian Gough <bjg@network-theory.co.uk> * landau.c (gsl_ran_landau): fix potential array bounds overflow by extending array.2004-04-22 Brian Gough <bjg@network-theory.co.uk> * sphere.c (gsl_ran_dir_3d): removed unnecessary check for s==0.02003-07-25 Brian Gough <bjg@network-theory.co.uk> * dirichlet.c: include gsl_sf_gamma.h instead of gsl_sf.h2003-07-24 Brian Gough <bjg@network-theory.co.uk> * binomial_tpe.c (gsl_ran_binomial_tpe): convert to double to avoid possible signed/unsigned problems in comparison (ix > n) (Stirling): removed spurious trailing ;2003-05-14 Brian Gough <bjg@network-theory.co.uk> * binomial_tpe.c: fast binomial algorithm using TPE method * test.c: added the tests for the fast Binomial TPE routine2003-02-09 Brian Gough <bjg@network-theory.co.uk> * discrete.c (gsl_ran_discrete_preproc): fixed bug reported by ahoward <ahoward@pollux.usc.edu>2003-01-25 Brian Gough <brian.gough@network-theory.co.uk> * chisq.c: corrected comments2002-12-10 Brian Gough <bjg@network-theory.co.uk> * multinomial.c (gsl_ran_multinomial): added multinomial distribution * dirichlet.c (gsl_ran_dirichlet_lnpdf): added logpdf function for accuracyTue Aug 27 19:08:33 2002 Brian Gough <bjg@network-theory.co.uk> * dirichlet.c: added dirichlet distributionSat Aug 18 22:21:07 2001 Brian Gough <bjg@network-theory.co.uk> * gsl-randist.c: moved to top-level directoryWed Jul 18 12:57:55 2001 Brian Gough <bjg@network-theory.co.uk> * landau.c: added Landau distribution from Dave MorrisonSat Jun 23 12:30:38 2001 Brian Gough <bjg@network-theory.co.uk> * gausstail.c (gsl_ran_gaussian_tail): allow negative values for the tail cutoff parameter.Mon May 21 12:17:07 2001 Brian Gough <bjg@network-theory.co.uk> * shuffle.c (gsl_ran_choose): removed void * return value (gsl_ran_sample): removed void * return valueTue Apr 24 17:10:47 2001 Brian Gough <bjg@network-theory.co.uk> * bernoulli.c (gsl_ran_bernoulli_pdf): removed unnecessary reference to gsl_sf.hMon Apr 23 10:25:44 2001 Brian Gough <bjg@network-theory.co.uk> * changed calls to old specfunc _impl functions to use new error handling conventionsTue Apr 17 19:57:59 2001 Brian Gough <bjg@network-theory.co.uk> * weibull.c (gsl_ran_weibull): changed parameter mu to a, since it is not the mean (gsl_ran_weibull_pdf): changed parameter mu to a, since it is not the mean * logistic.c (gsl_ran_logistic): changed parameter mu to a, since it is not the mean (gsl_ran_logistic_pdf): changed parameter mu to a, since it is not the mean * laplace.c (gsl_ran_laplace): changed parameter mu to a, since it is not the mean (gsl_ran_laplace_pdf): changed parameter mu to a, since it is not the mean * exppow.c (gsl_ran_exppow): changed parameter mu to a, since it is not the mean (gsl_ran_exppow_pdf): changed parameter mu to a, since it is not the mean * cauchy.c (gsl_ran_cauchy): changed parameter mu to a, since it is not the mean (gsl_ran_cauchy_pdf): changed parameter mu to a, since it is not the meanTue Feb 20 11:14:00 2001 Brian Gough <bjg@network-theory.co.uk> * levy.c: added the skew symmetric routine from Keith Briggs, changed the definition of the original function to match and not use mu as a scale parameter.2000-10-17 Brian Gough <bjg@inweb.aethos.co.uk> * shuffle.c (gsl_ran_shuffle): replaced calls of the form N*gsl_rng_uniform(r) with the integer form gsl_rng_uniform(r, N)Thu Sep 21 18:41:53 2000 Brian Gough <bjg@network-theory.co.uk> * pareto.c (gsl_ran_pareto): made arguments and documentation consistentWed May 10 14:55:43 2000 Brian Gough <bjg@network-theory.co.uk> * gsl-randist.c (main): fixed bug for lognormal (it was calling exppow) Tadhg O'Meara <tadhg@net-cs.ucd.ie> * gsl-randist.c (main): print out all the dimensions for dir-nd, not just the firstTue Apr 25 20:45:14 2000 Brian Gough <bjg@network-theory.co.uk> * shuffle.c (gsl_ran_sample): lifted the restriction that sampling with replacement could only be done less than n times for n objects.Tue Mar 14 21:31:46 2000 Brian Gough <bjg@network-theory.co.uk> * logistic.c (gsl_ran_logistic_pdf): prevent overflow in computation of pdf for x < 0Thu Oct 7 12:55:40 1999 Brian Gough <bjg@network-theory.co.uk> * discrete.c (gsl_ran_discrete_free): removed unreachable code "return 0";Fri Aug 6 16:02:08 1999 Brian Gough <bjg@network-theory.co.uk> * sphere.c (gsl_ran_dir_nd): number of dimensions is now unsigned (size_t) * logarithmic.c (gsl_ran_logarithmic_pdf): removed warning about passing arg 2 of `pow' as floating rather than integer due to prototypeSun Aug 1 20:29:43 1999 Brian Gough <bjg@network-theory.co.uk> * discrete.c: converted to GSL_ERROR macros for error handlingTue Jul 27 14:14:38 1999 Brian Gough <bjg@network-theory.co.uk> * sphere.c (gsl_ran_dir_3d): use the Knop method only -- it is the best. (gsl_ran_dir_2d_trig_method): split out the trig method as an alternative for those platforms where it is faster * bigauss.c: split out the bivariate gaussian into its own source file1999-06-30 Mark Galassi <rosalia@lanl.gov> * discrete.c: (thanks to Frederick W. Wheeler <wheeler@cipr.rpi.edu>) changed the type stack_t to gsl_stack_t to avoid a conflict on HPUX.Sun Feb 28 20:41:18 1999 Brian Gough <bjg@netsci.freeserve.co.uk> * gsl-randist.c (main): change cfree() to free(), which is standard. * discrete.c (gsl_ran_discrete_preproc): removed warning, pTotal is now initialized to zero.1999-01-31 James Theiler <jt@lanl.gov> * gauss.c added a new function gsl_ran_ugaussian_tail() which provides random numbers out on the tail of a gaussian. I also added (but then #ifdef'd out) a second implementation of ordinary gaussian numbers. This second implementation passes the tests okay, but it is a touch slower on my home Pentium. * gsl_randist.h added prototypes * test.c added tests for new gaussian tail function; also altered testMoment's ugaussian range (-1,1) value from .68 to a more accurate value. * ../doc/random.texi further updated 1999-01-30 James Theiler <jt@lanl.gov> * discrete.c added implementation of Walker's algorithm for rapidly choosing a random integer k where the k's are distributed by a user-supplied array of probabilities P[k]. This includes functions gsl_ran_discrete(), gsl_ran_discrete_preproc(), gsl_ran_discrete_free(), and gsl_ran_discrete_pdf(). * gsl_randist.h added definition of structure gsl_ran_discrete_t, also prototypes of new functions defined in discrete.c * test.c added tests for gsl_ran_discrete(), also * test.c made some essentially cosmetic changes: 1/ redefined FUNC and FUNC2 macros so now output looks like "test gsl_ran_poisson" instead of "gsl_ran_test_poisson" 2/ changed names of toplevel tests, eg test_moments->testMoments, test_pdf->testPDF, etc, to distinguish them from all the individual functions test_poisson, test_binomial, etc. hope that's ok. * ../doc/random.texi updated to reflect the new discrete functions, as well as the new implementations of the sphere.c routines.1999-01-28 James Theiler <jt@lanl.gov> * sphere.c modified gsl_ran_dir_3d, to speed it up about 2x also modified gsl_ran_dir_2d, providing alternative algorithms (#ifdef'd appropriately). which is faster is machine dependent. also gsl_ran_dir_nd for n-dimensional direction, using gaussian random variables, normalized to the unit sphere also added ref's to Knuth and others describing the algorithms * gsl_randist.h added gsl_ran_dir_nd() prototype * gsl-randist.c added dir-nd optionTue Dec 15 23:08:57 1998 Brian Gough <bjg@vvv.lanl.gov> * updated all the functions depending on gsl_sf to use the new special function interface, based on gsl_sf_resultTue Nov 17 17:02:54 1998 Brian Gough <bjg@vvv.lanl.gov> * added #include <config.h> to all top-level source files1998-11-06 <bjg@ancho.lanl.gov> * test.c: ensured that M_PI is available by #include <gsl_math.h>Wed Sep 16 14:44:08 1998 Brian Gough <bjg@vvv.lanl.gov> * rayleigh.c: added rayleigh tail distributionSat Sep 12 13:03:19 1998 Brian Gough <bjg@vvv.lanl.gov> * rayleigh.c: added rayleigh distributionMon Aug 31 James Theiler <jt@lanl.gov> * Makefile.am: added ../utils/libutils.a to some LDADD'sMon Aug 17 14:31:55 1998 Brian Gough <bjg@vvv.lanl.gov> * gsl_randist.h: renamed discrete probability distribution parameters to use consistent k,n notation (k = sample, n = total, e.g. p(k) = function(k,n) )Wed Aug 12 14:02:31 1998 Brian Gough <bjg@vvv.lanl.gov> * lognormal.c: added zeta and sigma (location and scale parameters) * logarithmic.c (gsl_ran_logarithmic): added logarithmic distributionMon Aug 10 14:41:15 1998 Brian Gough <bjg@vvv.lanl.gov> * gsl-randist.c: added random direction functions * gamma.c: added the scale paramter for the gamma distributionThu Aug 6 12:19:59 1998 Brian Gough <bjg@vvv.lanl.gov> * gauss.c (gsl_ran_bivariate_gaussian): added bivariate with correlations. * hyperg.c: renamed variables, fixed bugWed Aug 5 11:21:45 1998 Brian Gough <bjg@vvv.lanl.gov> * gsl-dist.c: renamed gsl-dist.c to gsl-randist.c, for consistencyTue Aug 4 12:29:17 1998 Brian Gough <bjg@vvv.lanl.gov> * gsl-dist.c: a program for generating samples from the distributions * levy.c (gsl_ran_levy): take care of special case, a=1 * logistic.c: allow scale parameter, mu * weibull.c: allow scale parameter, mu * pareto.c: allow scale parameter, mu * exppow.c: handle the case a<1 using a transformation of the gamma distribution. * gamma.c (gsl_ran_gamma_int): removed the check for GSL_LOGINIFINITY since underflow can't occur for 32-bit random numbers in double precision.Mon Aug 3 13:09:39 1998 Brian Gough <bjg@vvv.lanl.gov> * test.c: added tests for shuffle and choose * pascal.c: added the Pascal distribution * hyperg.c: added the hypergeometric distributionFri Jul 31 12:52:12 1998 Brian Gough <bjg@vvv.lanl.gov> * gsl_randist.h: renamed gsl_ran_two_sided_exponential to gsl_ran_laplace1998-07-26 Mark Galassi <rosalia@cygnus.com> * Makefile.am (INCLUDES): added -I$(top_srcdir), since gsl_math.h is needed, and that is in the top level source directory. This is necessary for using a separate build directory.Tue Jul 14 12:39:30 1998 Brian Gough <bjg@vvv.lanl.gov> * nbinomial.c: added Negative Binomial distribution * bernoulli.c: added Bernoulli distribution * poisson.c (gsl_ran_poisson): fixed a serious bug in the unrolled recursion which led to an incorrect result being returned for the large t case. This shows the importance of tests that cover all possible branches!!! * erlang.c (gsl_ran_erlang_pdf): renamed mu to a for consistencyThu Jul 2 15:47:05 1998 Brian Gough <bjg@vvv.lanl.gov> * added some extra distributions, lognormal.c gaussian.c logistic.c pareto.c geometric.c erlang.c chisq.c weibull.c, although they aren't finished yetWed Jul 1 11:56:06 1998 Brian Gough <bjg@vvv.lanl.gov> * replace do { u = gsl_rng_uniform(r) } while (u == 0) by a direct call to gsl_rng_uniform_pos.Sun Jun 28 14:21:13 1998 Brian Gough <bjg@vvv.lanl.gov> * converted everything to work with rng style generatorsSun Apr 19 19:06:59 1998 Brian Gough <bjg@vvv.lanl.gov> * made the 'gsl-dist' programs just output a single column of their random numbers (previously some of the programs printed both the uniform variate and the transformed number) * got rid of the 'bench-' programs. We will have a full testing suite soon. * renamed the installed programs from 'dist' to 'gsl-dist' so that they don't overwrite anything, e.g. it's possible the user might have other programs called 'gauss' or 'gamma' installed in /usr/localSat Mar 21 16:09:16 1998 Brian Gough <bjg@vvv.lanl.gov> * laplace.c (gsl_ran_laplace): added a Laplace distribution (two-sided exponential) * lorentz.c (gsl_ran_lorentzian): added a Lorentz distribution 1998-01-30 Mark Galassi <rosalia@cygnus.com> * Makefile.am (lib_LIBRARIES): now it creates libgslrandist.a so that we have gaussian and poisson distributions.
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